Generic nondegeneracy in convex optimization

We show that minimizers of convex functions subject to almost all linear perturbations are nondegenerate. An analogous result holds more generally, for lower-C^2 functions. Citation Cornell University, School of Operations Research and Information Engineering, 206 Rhodes Hall Cornell University Ithaca, NY 14853. May 2010. Article Download View Generic nondegeneracy in convex optimization

A Redistributed Proximal Bundle Method for Nonconvex Optimization

Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads to the question of whether proximal variants of bundle methods can be extended to a nonconvex setting. This work proposes an approach based on generating cutting-planes models, not of the objective function … Read more

Computing Proximal Points on Nonconvex Functions

The proximal point mapping is the basis of many optimization techniques for convex functions. By means of variational analysis, the concept of proximal mapping was recently extended to nonconvex functions that are prox-regular and prox-bounded. In such a setting, the proximal point mapping is locally Lipschitz continuous and its set of fixed points coincide with … Read more